/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using System;
using System.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Interfaces;
namespace QuantConnect.Tests.Engine.DataFeeds
{
///
/// Provides an implementation of and
/// that can be specified via functions
///
public class FuncDataQueueHandlerUniverseProvider : FuncDataQueueHandler, IDataQueueUniverseProvider
{
private readonly Func> _lookupSymbolsFunction;
private readonly Func _canPerformSelectionFunction;
///
/// Initializes a new instance of the class
///
/// The functional implementation for the function
/// The functional implementation for the function
/// The functional implementation for the function
/// The time provider instance to use
public FuncDataQueueHandlerUniverseProvider(
Func> getNextTicksFunction,
Func> lookupSymbolsFunction,
Func canPerformSelectionFunction,
ITimeProvider timeProvider, IAlgorithmSettings algorithmSettings)
: base(getNextTicksFunction, timeProvider, algorithmSettings)
{
_lookupSymbolsFunction = lookupSymbolsFunction;
_canPerformSelectionFunction = canPerformSelectionFunction;
}
///
/// Method returns a collection of Symbols that are available at the data source.
///
/// Symbol to lookup
/// Include expired contracts
/// Expected security currency(if any)
///
public IEnumerable LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null)
{
return _lookupSymbolsFunction(symbol, includeExpired, securityCurrency);
}
///
/// Returns whether selection can take place or not.
///
/// True if selection can take place
public bool CanPerformSelection()
{
return _canPerformSelectionFunction();
}
}
}